Wanna know a secret about Comedian Steven Wright?

He doesn't really have a pony.Yes, his initial CD was "I Have a Pony" and his newest one is "I Still Have a Pony," the truth is: in real life he doesn't have one.He certainly doesn't have one in his apartment, as the funny-man boasts on his CD. Of course, you shouldn't take verbatim everything a comedian says. That would be pretty gullible.Wright, who got his big break from Johnny Carson, is coming Sunday to Penn's Peak for an 8 p.m. performance. Tickets are $34 and $29.Examples of the comedian's wit:"In school they told me 'Practice makes perfect.' And then they told me 'Nobody's perfect,' so then I stopped practicing.""The problem with the gene pool is that there is no lifeguard."This is a return appearance for Wright at Penn's Peak.In a phone interview, he's serious about his recollection of his first visit, noting "I was there about six years ago. I enjoy the area. It's a very beautiful area. The theatre is nice and the audience is great."The last time he was at Penn's Peak, he also visited downtown Jim Thorpe and went on a train ride.Wright said that while he doesn't own a pony now, "when I was a kid I had a horse and a pony."He was raised in Burlington, Mass, and after graduating from Emerson College and holding a bevy of odd jobs, he attended an "open mike" addition. This led to him becoming a regular performer at Ding Ho's Comedy Club and Chinese Restaurant in Cambridge, Mass.During this time, he got a big break and was booked on the "Tonight Show" on Aug. 6, 1982. The host at the time was the late Johnny Carson.Carson so enjoyed the performance that he invited him back in less than a week, a rarity on the show.Of his three-decades of doing comedy, Wright said he still regards his performance the first time on the "Tonight Show" as the highlight of his career."I had been watching 'The Tonight Show' since I was 14 or 15," he said. "That was my fantasy - to go on the show. That whole show changed my life."He said Carson "was very encouraging.""He was the smoothest, classiest, show host I ever met," said Wright. "He was a great guy."Wright, a deadpan who in 2008 became the first inductee to the Boston Comedy Hall of Fame, has appeared on an HBO special, on Comedy Central, and in numerous movies.Among the movies in which he had roles were "Desperately Seeking Susan," "Reservoir Dogs," "Natural Born Killers," "The Aristocrats," and "Son of the Mask."He has been nominated for the Grammy Award for best comedy album.He said he enjoys acting and is hoping to do more films, but right now has no major projects brewing. He's presently busy with a heavy tour schedule.His scheduled has taken him to many other countries including England, Ireland, Australia, Canada, and South Africa."I didn't think the world knew me, but large crowds came out for my shows in South Africa," he recalls.He said of all the locations he's performed, he would asses that "Canadian audiences laugh the most."Wright writes all his own material. He said people coming to Penn's Peak "can expect my observations about every-day things; abstract things."He likely will be doing "some crazy songs."Regarding the writing, he said, "That's a lot of the enjoyment. It's like a painter doing his own painting."His present goal, he said, is "I want to keep creative and keep performing. I want to keep doing what I'm doing."